I would recommend something failry flat in the sound range, especially if you are going to be tweaking kit settings using them..you want to be able to hear the kit as it sounds coming out the module…and if you have bright headphones, it will affect the way you tweak the settings…
I'm using AKG K240's they're a pretty neutral headphone (sound-wise) and I believe you can still get them for around $99 (ebay)...